短挤压

IF 3.4 3区经济学 Q1 BUSINESS, FINANCE

Financial Analysts Journal Pub Date : 2023-12-13 DOI:10.1080/0015198x.2023.2284625

Zhiqian Jiang, Baixiao Liu, Andrew Schrowang, Wei Xu

引用次数: 0

摘要

我们研究了空头挤压的普遍性和持续性，以及对被挤压股票的相应经济后果。通过使用每日卖空数据，我们提供了证据表明，空头挤压会导致股票价格下跌。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Short Squeezes

We investigate the prevalence and persistence of short squeezes and the corresponding economic consequences on the stocks being squeezed. Using daily short sale data, we provide evidence that a sho...

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来源期刊

Financial Analysts Journal BUSINESS, FINANCE-

CiteScore

5.40

自引率

7.10%

发文量

期刊介绍： The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.